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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 54,239 136,788 2.830723 2.407885
1 equities 1170E1 VIX FUTURES -22,474 8,848 2.522136 1.701084
2 equities 239742 RUSSELL E-MINI -37,719 -9,888 -1.622705 -0.417424
3 equities 12460+ DJIA Consolidated 14,042 -3,096 -1.619046 0.453694
4 equities 209742 NASDAQ MINI 9,762 -19 -0.528722 -0.536157
5 equities 240741 NIKKEI STOCK AVERAGE -856 1,062 1.864379 1.950228
6 rates 043602 UST 10Y NOTE -521,297 33,740 1.276017 1.676493
7 rates 044601 UST 5Y NOTE -1,211,272 39,408 0.708273 0.824056
8 rates 042601 UST 2Y NOTE -951,337 1,965 0.758278 1.332918
9 rates 020601 UST BOND -17,626 51,987 1.246549 1.831952
10 rates 045601 FED FUNDS 58,728 89,424 2.353189 2.781953
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX -956 202 -1.010668 -0.968154
13 currencies 097741 JAPANESE YEN -167,308 -5,106 -1.646893 -2.128949
14 currencies 099741 EURO FX 4,990 -26,843 -1.737148 -2.011016
15 currencies 096742 BRITISH POUND 2,193 -24,551 -2.186644 -0.550065
16 currencies 232741 AUSTRALIAN DOLLAR -102,998 -11,300 -1.041981 -1.476885
17 currencies 090741 CANADIAN DOLLAR -85,385 -29,964 -2.213760 -1.850515
18 currencies 095741 MEXICAN PESO 127,469 -12,252 0.967617 1.366659
19 currencies 112741 NZ DOLLAR -11,726 1,821 -1.542196 -0.726953
20 currencies 092741 SWISS FRANC -37,267 -4,782 -2.043844 -2.606564
21 commodities 133741 BITCOIN -538 -239 1.185716 1.330621
22 commodities 06765T BRENT LAST DAY -23,514 252 -0.594968 0.039955
23 commodities 088691 GOLD 231,584 -2,920 1.081780 1.277722
24 commodities 085692 COPPER- #1 46,922 2,962 1.636793 2.312650
25 commodities 023651 NAT GAS NYME -136,389 -3,961 -0.707703 -1.110143
26 commodities 111659 GASOLINE RBOB 77,606 -5,795 0.918633 0.965051
27 commodities 022651 NY HARBOR ULSD 4,122 -5,530 -1.804442 -2.130864
28 commodities 084691 SILVER 51,881 -619 1.188201 1.727697
29 commodities 076651 PLATINUM 20,848 -1,154 1.728548 1.232981
30 commodities 002602 CORN -230,464 -14,056 -0.002360 -0.820759
31 commodities 005602 SOYBEANS -179,529 -25,268 -0.975895 -1.172269
32 commodities 001602 WHEAT-SRW -68,101 -12,693 -1.571882 -0.563380
33 commodities 001612 WHEAT-HRW -42,838 -2,578 -1.894223 -2.110190
34 commodities 057642 LIVE CATTLE 61,591 -6,559 -0.437295 -0.116622
35 commodities 054642 LEAN HOGS 101,128 -8,974 1.149219 1.695962
36 commodities 080732 SUGAR NO. 11 41,190 -44,258 -1.511906 -0.963139
37 commodities 033661 COTTON NO. 2 52,576 -24,836 -0.830867 0.147947
38 commodities 083731 COFFEE C 76,932 4,004 2.303803 1.782007
39 commodities 073732 COCOA 21,769 -1,103 -1.114492 -1.714980
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 1,723 263 0.536248 -0.220210

Plotting plotly¶

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